Active Anomaly Detection via Ensembles

arXiv.org Machine Learning

In critical applications of anomaly detection including computer security and fraud prevention, the anomaly detector must be configurable by the analyst to minimize the effort on false positives. One important way to configure the anomaly detector is by providing true labels for a few instances. We study the problem of label-efficient active learning to automatically tune anomaly detection ensembles and make four main contributions. First, we present an important insight into how anomaly detector ensembles are naturally suited for active learning. This insight allows us to relate the greedy querying strategy to uncertainty sampling, with implications for label-efficiency. Second, we present a novel formalism called compact description to describe the discovered anomalies and show that it can also be employed to improve the diversity of the instances presented to the analyst without loss in the anomaly discovery rate. Third, we present a novel data drift detection algorithm that not only detects the drift robustly, but also allows us to take corrective actions to adapt the detector in a principled manner. Fourth, we present extensive experiments to evaluate our insights and algorithms in both batch and streaming settings. Our results show that in addition to discovering significantly more anomalies than state-of-the-art unsupervised baselines, our active learning algorithms under the streaming-data setup are competitive with the batch setup.


Active Anomaly Detection via Ensembles: Insights, Algorithms, and Interpretability

arXiv.org Machine Learning

Anomaly detection (AD) task corresponds to identifying the true anomalies from a given set of data instances. AD algorithms score the data instances and produce a ranked list of candidate anomalies, which are then analyzed by a human to discover the true anomalies. However, this process can be laborious for the human analyst when the number of false-positives is very high. Therefore, in many real-world AD applications including computer security and fraud prevention, the anomaly detector must be configurable by the human analyst to minimize the effort on false positives. In this paper, we study the problem of active learning to automatically tune ensemble of anomaly detectors to maximize the number of true anomalies discovered. We make four main contributions towards this goal. First, we present an important insight that explains the practical successes of AD ensembles and how ensembles are naturally suited for active learning. Second, we present several algorithms for active learning with tree-based AD ensembles. These algorithms help us to improve the diversity of discovered anomalies, generate rule sets for improved interpretability of anomalous instances, and adapt to streaming data settings in a principled manner. Third, we present a novel algorithm called GLocalized Anomaly Detection (GLAD) for active learning with generic AD ensembles. GLAD allows end-users to retain the use of simple and understandable global anomaly detectors by automatically learning their local relevance to specific data instances using label feedback. Fourth, we present extensive experiments to evaluate our insights and algorithms. Our results show that in addition to discovering significantly more anomalies than state-of-the-art unsupervised baselines, our active learning algorithms under the streaming-data setup are competitive with the batch setup.


Detecting Cyberattack Entities from Audit Data via Multi-View Anomaly Detection with Feedback

AAAI Conferences

In this paper, we consider the problem of detecting unknown cyberattacks from audit data of system-level events. A key challenge is that different cyberattacks will have different suspicion indicators, which are not known beforehand. To address this we consider a multi-view anomaly detection framework, where multiple expert-designed ``views" of the data are created for capturing features that may serve as potential indicators. Anomaly detectors are then applied to each view and the results are combined to yield an overall suspiciousness ranking of system entities. Unfortunately, there is often a mismatch between what anomaly detection algorithms find and what is actually malicious, which can result in many false positives. This problem is made even worse in the multi-view setting, where only a small subset of the views may be relevant to detecting a particular cyberattack. To help reduce the false positive rate, a key contribution of this paper is to incorporate feedback from security analysts about whether proposed suspicious entities are of interest or likely benign. This feedback is incorporated into subsequent anomaly detection in order to improve the suspiciousness ranking toward entities that are truly of interest to the analyst. For this purpose, we propose an easy to implement variant of the perceptron learning algorithm, which is shown to be quite effective on benchmark datasets. We evaluate our overall approach on real attack data from a DARPA red team exercise, which include multiple attacks on multiple operating systems. The results show that the incorporation of feedback can significantly reduce the time required to identify malicious system entities.


A Meta-Analysis of the Anomaly Detection Problem

arXiv.org Artificial Intelligence

This article provides a thorough meta-analysis of the anomaly detection problem. To accomplish this we first identify approaches to benchmarking anomaly detection algorithms across the literature and produce a large corpus of anomaly detection benchmarks that vary in their construction across several dimensions we deem important to real-world applications: (a) point difficulty, (b) relative frequency of anomalies, (c) clusteredness of anomalies, and (d) relevance of features. We apply a representative set of anomaly detection algorithms to this corpus, yielding a very large collection of experimental results. We analyze these results to understand many phenomena observed in previous work. First we observe the effects of experimental design on experimental results. Second, results are evaluated with two metrics, ROC Area Under the Curve and Average Precision. We employ statistical hypothesis testing to demonstrate the value (or lack thereof) of our benchmarks. We then offer several approaches to summarizing our experimental results, drawing several conclusions about the impact of our methodology as well as the strengths and weaknesses of some algorithms. Last, we compare results against a trivial solution as an alternate means of normalizing the reported performance of algorithms. The intended contributions of this article are many; in addition to providing a large publicly-available corpus of anomaly detection benchmarks, we provide an ontology for describing anomaly detection contexts, a methodology for controlling various aspects of benchmark creation, guidelines for future experimental design and a discussion of the many potential pitfalls of trying to measure success in this field.


pyISC: A Bayesian Anomaly Detection Framework for Python

AAAI Conferences

The pyISC is a Python API and extension to the C++ based Incremental Stream Clustering (ISC) anomaly detection and classification framework. The framework is based on parametric Bayesian statistical inference using the Bayesian Principal Anomaly (BPA), which enables to combine the output from several probability distributions. pyISC is designed to be easy to use and integrated with other Python libraries, specifically those used for data science. In this paper, we show how to use the framework and we also compare its performance to other well-known methods on 22 real-world datasets. The simulation results show that the performance of pyISC is comparable to the other methods. pyISC is part of the Stream toolbox developed within the STREAM project.